def get_orders(self,
sec_type=SecurityType.ALL,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None,
limit=100,
is_brief=False):
params = OrdersParams()
params.account = self._account
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_data = start_time
params.end_date = end_time
params.limit = limit
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_open_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None):
"""
获取待成交订单列表
:param account:
:param sec_type:
:param market:
:param symbol:
:param start_time:
:param end_time:
:return:
"""
params = OrdersParams()
params.account = account if account else self._account
if sec_type:
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
request = OpenApiRequest(ACTIVE_ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_order(self, account=None, id=None, order_id=None, is_brief=False):
"""
获取指定订单
:param account:
:param id:
:param order_id:
:param is_brief: 是否返回精简的订单数据
:return: Order 对象. 对象信息参见 tigeropen.trade.domain.order
"""
params = OrderParams()
params.account = account if account else self._account
params.id = id
params.order_id = order_id
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders[0] if len(
response.orders) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
def get_filled_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None):
"""
获取已成交订单列表. 参数同 get_orders
"""
params = OrdersParams()
params.account = account if account else self._account
params.secret_key = self._secret_key
params.sec_type = get_enum_value(sec_type)
params.market = get_enum_value(market)
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
request = OpenApiRequest(FILLED_ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content,
secret_key=params.secret_key)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_order(self, order_id, is_brief=False):
params = OrderParams()
params.account = self._account
params.order_id = order_id
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders[0] if len(response.orders) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
def get_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None,
limit=100,
is_brief=False,
states=None):
"""
获取订单列表
:param account:
:param sec_type:
:param market:
:param symbol:
:param start_time: 开始时间. 若是时间戳需要精确到毫秒, 为13位整数；
或是日期时间格式的字符串，如"2017-01-01"和 "2017-01-01 12:00:00"
:param end_time: 截至时间. 格式同 start_time
:param limit: 每次获取订单的数量
:param is_brief: 是否返回精简的订单数据
:param states: 订单状态枚举对象列表, 可选, 若传递则按状态筛选
:return: Order 对象构成的列表. Order 对象信息参见 tigeropen.trade.domain.order
"""
params = OrdersParams()
params.account = account if account else self._account
params.secret_key = self._secret_key
params.sec_type = get_enum_value(sec_type)
params.market = get_enum_value(market)
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
params.limit = limit
params.is_brief = is_brief
params.states = [get_enum_value(state)
for state in states] if states else None
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content,
secret_key=params.secret_key)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
